On the convergence of LePage series in Skorokhod space

DOI10.1016/J.SPL.2011.09.011zbMATH Open1230.60013OpenAlexW2092125437MaRDI QIDQ654492FDOQ654492

Authors Youri Davydov, Clément Dombry

Publication date 28 December 2011

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1107.2193

zbMATH Keywords

stable distributionSkorokhod spaceLePage series

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Stable stochastic processes (60G52)

Abstract: We consider the problem of the convergence of the so-called Le Page series in the Skohorod space $$ and provide a simple criterion based on the moments of the increments of the random process involved in the series. This provides a simple sufficient condition for the existence of an $alpha$-stable distribution on $$ with given spectral measure.

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• Time regularity of Lévy-type evolution in Hilbert spaces and of some \(\alpha \)-stable processes
• Lévy-LePage series representation of stable vectors: convergence in variation
• Numerical aspects of shot noise representation of infinitely divisible laws and related processes
• Convex hulls of regularly varying processes
• Convergence to stable laws in the space \(\mathcal D\)

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